NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 01-Oct-2010

Day Change Summary
	Previous	Current
	30-Sep-2010	01-Oct-2010	Change	Change %	Previous Week
Open	4.356	4.301	-0.055	-1.3%	4.301
High	4.356	4.313	-0.043	-1.0%	4.382
Low	4.256	4.269	0.013	0.3%	4.256
Close	4.316	4.299	-0.017	-0.4%	4.299
Range	0.100	0.044	-0.056	-56.0%	0.126
ATR	0.000	0.094	0.094		0.000
Volume	923	1,335	412	44.6%	6,087

Daily Pivots for day following 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.426	4.406	4.323
R3	4.382	4.362	4.311
R2	4.338	4.338	4.307
R1	4.318	4.318	4.303	4.306
PP	4.294	4.294	4.294	4.288
S1	4.274	4.274	4.295	4.262
S2	4.250	4.250	4.291
S3	4.206	4.230	4.287
S4	4.162	4.186	4.275

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.690	4.621	4.368
R3	4.564	4.495	4.334
R2	4.438	4.438	4.322
R1	4.369	4.369	4.311	4.341
PP	4.312	4.312	4.312	4.298
S1	4.243	4.243	4.287	4.215
S2	4.186	4.186	4.276
S3	4.060	4.117	4.264
S4	3.934	3.991	4.230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.382	4.256	0.126	2.9%	0.066	1.5%	34%	False	False	1,217
10	4.474	4.256	0.218	5.1%	0.078	1.8%	20%	False	False	1,228

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	4.500
2.618	4.428
1.618	4.384
1.000	4.357
0.618	4.340
HIGH	4.313
0.618	4.296
0.500	4.291
0.382	4.286
LOW	4.269
0.618	4.242
1.000	4.225
1.618	4.198
2.618	4.154
4.250	4.082

Fisher Pivots for day following 01-Oct-2010
Pivot	1 day	3 day
R1	4.296	4.309
PP	4.294	4.306
S1	4.291	4.302

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These figures are updated between 7pm and 10pm EST after a trading day.

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